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JOURNALS // News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences // Archive

News of the Kabardin-Balkar scientific center of RAS, 2011 Issue 5, Pages 22–26 (Mi izkab642)

MATHEMATICS. MATHEMATIC MODELING

Dependence on measurement units of statistical characteristics of time series of realization of the goods

N. S. Livandovskaya, L. G. Temirova

North-Caucasus State Humanitarian-Technological Academy, Institute of Applied Mathematics and Information Technologies, 365100, Cherkessk, street Stavropol, 37

Abstract: This article deals with the time series of three days volumes of realization of homogeneous goods, presented in various measurement units [in pieces and roubles]. Such statistics as mathematical expectation, quadratic mean deviation, variation, asymmetry and excess are numerically estimated, which characterize the dynamic of behavior of inspected time series. The comparative analysis of these indicators is carried out.

Keywords: risk, mathematical expectation, medium quadratic deviation, variation, asymmetry, excess, time series, depth of memory, fuzzy set.

UDC: 519.68:681.3.06

Received: 17.02.2011



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